Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 225'000 | 100'000 | 225'276 | 100'000 | 211'436 CHF | 94'860 CHF | 98.83% | 98.83% |
19.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 225'000 | 100'000 | 236'386 | 100'000 | 220'684 CHF | 94'487 CHF | 99.17% | 99.17% |
18.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'831 CHF | 90'944 CHF | 99.22% | 99.22% |
15.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'217 CHF | 85'072 CHF | 99.16% | 99.16% |
14.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'111 CHF | 82'370 CHF | 99.16% | 99.16% |
13.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'247 CHF | 83'082 CHF | 98.95% | 98.95% |
12.11.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'339 CHF | 78'446 CHF | 99.15% | 99.15% |
11.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'487 CHF | 69'496 CHF | 99.16% | 99.16% |
08.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'151 CHF | 76'384 CHF | 99.16% | 99.16% |
07.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'377 CHF | 74'126 CHF | 97.77% | 97.77% |